Complete: Export backtesting trade results to interactive HTML report - #45
Complete: Export backtesting trade results to interactive HTML report#45mx57 wants to merge 1 commit into
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- Extended benchmark runner models to support comprehensive simulated trade records and dynamic equity curve tracking. - Implemented high-fidelity backtesting trading state machine in `BenchmarkRunner.Run` modeling signal rating, DCA levels (up to 3 levels), 1.5% take profit target, 8% stop loss threshold, and exchange commissions. - Developed an interactive dark-themed standalone HTML/CSS backtesting report exporter in `ReportGenerator.cs` using C# 11 raw string literals with explicit substitutions to avoid curly brace template collisions. - Incorporated responsive CSS styles, dynamic KPI cards, a beautiful interactive Equity Curve trend line chart using Chart.js, and a paginated, searchable trade log table with vanilla JavaScript. - Resolved and corrected maximum drawdown calculation to evaluate against total portfolio equity (cash balance + active open position valuations) rather than cash balance alone, ensuring metric accuracy.
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This complete implementation upgrades the static, plain-text backtesting reporter inside the
BacktestingBenchmarkSuiteconsole utility into a gorgeous, modern, interactive HTML/CSS reporting dashboard (benchmark_report.html).Key Implementations:
BenchmarkResultinsideIntelliTrader.Backtesting/Benchmarks/BenchmarkRunner.csto hold structured collections ofTradeRecordandEquityPointfor a high-fidelity visual experience.ReportGenerator.GenerateHtmlReportto produce an elegant dark-themed standalone report. To bypass string-interpolation syntax collisions with CSS and JS braces, used C# 11 raw string literals ("""...""") and simple placeholder.Replace()substitutions.BenchmarkRunnerto compute metrics based on total equity value (liquid cash + valuation of active open trading positions) rather than free cash alone. This resolves a critical logical error that previously caused metrics to show ~99.9% drawdown.All C# compiles perfectly on .NET 8.0/10.0, and unit/integration tests (
IntelliTrader.Trading.Tests) pass cleanly without warnings. Visual accuracy has been verified via Playwright screenshot analysis.PR created automatically by Jules for task 10758384890112572609 started by @mx57